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Differential Equations : Numerical Solutions of Ordinary Differential Equations

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Example Questions

Example Question #1 : Numerical Solutions Of Ordinary Differential Equations

Use Euler's Method to calculate the approximation of y(0.2) where y(x) is the solution of the initial-value problem that is as follows.

y''+xy'+y=0

y(0)=2, y'(0)=3

Possible Answers:

$y(0.2)\approx2.542$

$y(0.2)\approx2.5$

$y(0.2)\approx2.458$

$y(0.2)\approx2.58$

$y(0.2)\approx2.584$

Correct answer:

$y(0.2)\approx2.58$

Explanation:

Using Euler's Method for the function

y''+xy'+y=0

y(0)=2, y'(0)=3

first make the substitution of

$\\y'=u \\u'=-xu-y$

therefore

$\\y_{n+1}=y_n+hu_n \\u_{n+1}=u_n+h[-x_nu_n-y_n]$

where represents the step size.

Let

$\\h=0.1 \\y_0=2 \\u_0=3$

Substitute these values into the previous formulas and continue in this fashion until the approximation for y(0.2) is found.

$\\y_1=y_0+(0.1)u_0=2+(0.1)(3)=2.3 \\u_1=u_0+(0.1)[-x_0u_0-y_0]=3+(0.1)[0(2)-2]=2.8 \\y_2=y_1+(0.1)u_1=2.3+(0.1)(2.8)=2.58 \\u_2=u_1+(0.1)[-x_1u_1-y_1]=2.8+(0.1)[-0.1(2.8)-2.3]=2.542$

Therefore,

$y(0.2)\approx2.58$

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Example Question #1 : Numerical Solutions Of Ordinary Differential Equations

Approximate $y(\pi)$ for $y = \cos(y)(2-y)$ with time steps $h = \frac{\pi}{4}$ and y(0) = 0 .

Possible Answers:

$\frac{5\pi}{8}$

$\frac{\pi}{4}$

$\frac{\pi}{2}$

$\frac{3\pi}{2}$

Correct answer:

$\frac{\pi}{2}$

Explanation:

Approximate $y(\pi)$ for $y = \cos(y)(2-y)$ with time steps $h = \frac{\pi}{4}$ and y(0) = 0 .

The formula for Euler approximations $\mu(t+h) = \mu (t) + h \cdot f(t, \mu(t))$ .

Plugging in, we have

$\mu(\frac{\pi}{4}) = \mu (0) + \frac{\pi}{4}f(0, \mu(0)) = 0 + \frac{\pi}{4}(\cos(0)(2-0)) = \frac{\pi}{2}$

$\mu(\frac{\pi}{2}) = \mu (\frac{\pi}{4}) + \frac{\pi}{4}f(\frac{\pi}{4}, \mu(\frac{\pi}{4})) = \frac{\pi}{2} + \frac{\pi}{4}(\cos(\frac{\pi}{2})(2-\frac{\pi}{2})) = \frac{\pi}{2} + 0 = \frac{\pi}{2}$

Here we can see that we've gotten trapped on a horizontal tangent (a failing of Euler's method when using larger time steps). As the function is not dependent on t, we will continue to move in a horizontal line for the rest of our Euler approximations. Thus $\mu(\pi) = \frac{\pi}{2} \approx y(\pi)$ .

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Example Question #2 : Numerical Solutions Of Ordinary Differential Equations

Use Euler's Method to calculate the approximation of y(0.2) where y(x) is the solution of the initial-value problem that is as follows.

y''+xy'+y=0

y(0)=2, y'(0)=3

Possible Answers:

$y(0.2)\approx2.584$

$y(0.2)\approx2.458$

$y(0.2)\approx2.5$

$y(0.2)\approx2.542$

$y(0.2)\approx2.58$

Correct answer:

$y(0.2)\approx2.58$

Explanation:

Using Euler's Method for the function

y''+xy'+y=0

y(0)=2, y'(0)=3

first make the substitution of

$\\y'=u \\u'=-xu-y$

therefore

$\\y_{n+1}=y_n+hu_n \\u_{n+1}=u_n+h[-x_nu_n-y_n]$

where represents the step size.

Let

$\\h=0.1 \\y_0=2 \\u_0=3$

Substitute these values into the previous formulas and continue in this fashion until the approximation for y(0.2) is found.

$\\y_1=y_0+(0.1)u_0=2+(0.1)(3)=2.3 \\u_1=u_0+(0.1)[-x_0u_0-y_0]=3+(0.1)[0(2)-2]=2.8 \\y_2=y_1+(0.1)u_1=2.3+(0.1)(2.8)=2.58 \\u_2=u_1+(0.1)[-x_1u_1-y_1]=2.8+(0.1)[-0.1(2.8)-2.3]=2.542$

Therefore,

$y(0.2)\approx2.58$

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Example Question #2 : Euler Method

Use the implicit Euler method to approximate y(3) for y' = 5y , given that y(0) = 4 , using a time step of h = 1.

Possible Answers:

$-\frac{1}{16}$

$\frac{1}{32}$

$\frac{1}{16}$

Correct answer:

$-\frac{1}{16}$

Explanation:

In the implicit method, the amount to increase is given by $h \cdot f(t_{i+1}, y_{i+1})$ , or in this case $\mu_i = \mu_{i-1}+ 1 \cdot (5\mu_i)$ . Note, you can't just plug in to this form of the equation, because it's implicit: $\mu_i$ is on both sides. Thankfully, this is an easy enough form that you can solve explicitly. Otherwise, you would have to use an approximation method like newton's method to find $\mu_i$ . Solving explicitly, we have $-4\mu_i = \mu_{i-1}$ and $\mu_i = -\frac{\mu_{i-1}}{4}$ .

Thus, $y(1) \approx \mu_1 = -\frac{4}{4} = -1$

$y(2) \approx \mu_2 = -\frac{-1}{4} = \frac{1}{4}$

$y(3) \approx \mu_3 = -\frac{\frac{1}{4}}{4} = -\frac{1}{16}$

Thus, we have a final answer of $-\frac{1}{16}$

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Example Question #1 : Numerical Solutions Of Ordinary Differential Equations

Use two steps of Euler's Method with h=0.1 on

$y' = x\sqrt{y} \ \ \ y(1) = 4$

To three decimal places

Possible Answers:

4.413

4.420

4.428

4.408

4.425

Correct answer:

4.425

Explanation:

Euler's Method gives us

$y_{n+1} = y_n + hf(x_n,y_n) = y_n + (0.1)x_n\sqrt{y_n}$

Taking one step

$y_1 = y_0 + (0.1)x_0\sqrt{y_0} = 4 + (0.1)(1)\sqrt{4} = 4.2$

Taking another step

$y_2 = y_1 + (0.1)x_1\sqrt{y_1} = 4.2 + (0.1)(1.1)\sqrt{4.2} \approx 4.425$

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Example Question #1 : Multi Step Methods

The two-step Adams-Bashforth method of approximation uses the approximation scheme $y_{i+2} = y_{i+1} - \frac{1}{2}hf(t_i, y_i) + \frac{3}{2}hf(t_{i+1}, y_{i+1})$ .

Given that y(0) = 1 and y(1) = 2 , use the Adams-Bashforth method to approximate y(3) for y = -y^2 with a step size of h = 1.

Possible Answers:

$\frac{55}{8}$

$\frac{33}{4}$

$\frac{133}{8}$

$-\frac{159}{8}$

$\frac{97}{8}$

Correct answer:

$-\frac{159}{8}$

Explanation:

In this problem, we're given two points, so we can start plugging in immediately. If we were not, we could approximate $y_{i+1}$ by using the explicit Euler method on $y_{i}$ .

Plugging into $y_{i+2} = y_{i+1} - \frac{1}{2}hf(t_i, y_i) + \frac{3}{2}hf(t_{i+1}, y_{i+1})$ , we have

$y(2) \approx \mu_2 = 2 -\frac{1}{2}\cdot 1 \cdot -1^2 + \frac{3}{2}\cdot 1 \cdot -2^2 = 2 +\frac{1}{2} - 6 = -\frac{7}{2}$

$y(3)\approx \mu_3 = -\frac{7}{2} + \frac{1}{2}\cdot4 - \frac{3}{2}\cdot \frac{49}{4} =-\frac{159}{8}$ .

Note, our approximation likely won't be very good with such large a time step, but the process doesn't change regardless of the accuracy.

$y(3)\approx -\frac{159}{8}$

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Example Question #1 : Second Order Boundary Value Problems

Find the solutions to the second order boundary-value problem. y'' -2y' + 2y = 0 , y(0) = 0 , $y\left(\frac{\pi}{2}\right) = 1$ .

Possible Answers:

$y = 5e^t\sin(t) + 3e^t\cos(t)$

$y = 10e^{2t}\sin(2t)$

There are no solutions to the boundary value problem.

$y = e^{t}\sin(t) - e^t\cos(t)$

$y = e^{t -\frac{\pi}{2}}\sin(t)$

Correct answer:

$y = e^{t -\frac{\pi}{2}}\sin(t)$

Explanation:

The characteristic equation of y'' -2y' + 2y = 0 is $\lambda^2 - 2\lambda + 2 = 0$ , with solutions of $\frac{2 \pm \sqrt{4 - 8}}{2} = 1 \pm i$ . Thus, the general solution to the homogeneous problem is $y = c_1e^t\sin(t) + c_2e^t\cos(t)$ . Plugging in our conditions, we find that y(0) = c_2 = 0 , so that $y = c_1e^t\sin(t)$ . Plugging in our second condition, we find that $y\left(\frac{\pi}{2}\right) = c_1e^{\frac{\pi}{2}} = 1$ and that $c_1 = e^{-\frac{\pi}{2}}$ .

Thus, the final solution is $y = e^{t -\frac{\pi}{2}}\sin(t)$ .

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Example Question #2 : Second Order Boundary Value Problems

Find the solutions to the second order boundary-value problem. y'' + 9y = 0 , y(0) = 0 , $y\left(2\pi\right) = 1$ .

Possible Answers:

$y = 3\cos(3t)$

$y = 4\sin(3t) - \cos(3t)$

$y = 3\sin(3t)$

There are no solutions to the boundary value problem.

$y = \sin(3t) + 2 \cos(3t)$

Correct answer:

There are no solutions to the boundary value problem.

Explanation:

The characteristic equation of y'' + 9y = 0 is $\lambda^2 + 9 = 0$ with solutions of $\pm 3i$ . This tells us that the solution to the homogeneous equation is $y = c_1\sin(3t) + c_2\cos(3t)$ . Plugging in our conditions, we find that y(0) = c_2 = 0 so that $y = c_1\sin(3t)$ . Plugging in our second condition, we have $y(2\pi) = 0 = 1$ which is obviously false.

This problem demonstrates the important distinction between initial value problems and boundary value problems: Boundary value problems don't always have solutions. This is one such case, as we can't find c_1, c_2 that satisfy our conditions.

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Differential Equations : Numerical Solutions of Ordinary Differential Equations

Study concepts, example questions & explanations for Differential Equations

All Differential Equations Resources

Example Questions

Example Question #1 : Numerical Solutions Of Ordinary Differential Equations

Example Question #1 : Numerical Solutions Of Ordinary Differential Equations

Example Question #2 : Numerical Solutions Of Ordinary Differential Equations

Example Question #2 : Euler Method

Example Question #1 : Numerical Solutions Of Ordinary Differential Equations

Example Question #1 : Multi Step Methods

Example Question #1 : Second Order Boundary Value Problems

Example Question #2 : Second Order Boundary Value Problems

All Differential Equations Resources

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